The word, "Millennial" is not found in the Bible, but simply means, "1,000 years" and is repeated six times in Revelation 20:1-7.  The 1,000 year millennial reign will begin when Jesus (Yeshua) comes back with all of His Saints during the Battle of Armageddon, and sets His feet upon the Mount of Olivet, (Zechariah 14:4) and establishes His kingdom in Jerusalem.

During this reign of 1,000 years Satan will be bound by God (Revelation 20:1-20) that he may not deceive the nations any more until the 1,000 years are finished.  Also, Revelation 20:5 reveals that tribulation martyrs will have part in the First Resurrection which takes place before the 1,000 years and will include all the different companies of the redeemed from Adam to the binding of Satan.

Thus, the First Resurrection which started with Yeshua and shortly thereafter was followed by some of the old Saints arising (Matthew 27:52; I Corinthians 15:6) and will end with the resurrection/rapture of the redeemed, tribulation martyrs, 144,000 sealed tribulation Jews, and the two tribulation witnesses.

"Blessed and holy is he that hath part in the first resurrection: on such the second death hath no power, but they shall be priests of God and Christ, (Yeshua) and shall reign with him a thousand years" (Revelation 20:6).